UC WAR. CALL 03/25 HNK1/ DE000HD43F02 /
5/17/2024 9:45:23 PM | Chg.+0.0800 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5700EUR | +5.37% | 1.5700 Bid Size: 6,000 |
1.6000 Ask Size: 6,000 |
Heineken NV | 85.00 - | 3/19/2025 | Call |
Master data
WKN: | HD43F0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 85.00 - |
Maturity: | 3/19/2025 |
Issue date: | 3/25/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.03 |
Leverage: | Yes |
Calculated values
Fair value: | 1.54 |
---|---|
Intrinsic value: | 1.15 |
Implied volatility: | 0.20 |
Historic volatility: | 0.18 |
Parity: | 1.15 |
Time value: | 0.45 |
Break-even: | 101.00 |
Moneyness: | 1.14 |
Premium: | 0.05 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.03 |
Spread %: | 1.91% |
Delta: | 0.83 |
Theta: | -0.01 |
Omega: | 4.99 |
Rho: | 0.53 |
Quote data
Open: | 1.4900 |
---|---|
High: | 1.5700 |
Low: | 1.4900 |
Previous Close: | 1.4900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.77% | ||
---|---|---|---|
1 Month | +49.52% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5700 | 1.4100 |
---|---|---|
1M High / 1M Low: | 1.5700 | 1.0500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4640 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2660 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 78.37% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |